A Postscript to “A Note on a Geometric Interpretation of the Correlation Coefficient”
Keyword(s):
Essential dimensions for drawing an ellipse that bounds a constant probability area of a bivariate normal distribution may be computed from only knowledge of the correlation coefficient ( ρ) or the standardized regression coefficient ( ßzx). The length of the latus rectum of the ellipse is [Formula: see text] (1 – ρ) and the distance between focal points is [Formula: see text] (1 + ρ). Other values may be expressed in terms of ρ or derived from the foregoing. The geometry is illustrated and a set of curves for reading values directly from knowledge of ρ> 0 is provided.
1978 ◽
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2016 ◽
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